Bank of England Staff Working Paper series

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0797: Decomposing changes in the functioning of the sterling repo market

Joseph Noss and Rupal Patel

0796: Official demand for US debt: implications for US real rates

Iryna Kaminska and Gabriele Zinna

0795: Mapping bank securities across euro area sectors: comparing funding and exposure networks

Anne-Caroline Hüser and Christoffer Kok

0794: The Bank of England and central bank credit rationing during the crisis of 1847: frosted glass or raised eyebrows?

Mike Anson, David Bholat, Miao Kang, Kilian Rieder and Ryland Thomas

0793: Taking regulation seriously: fire sales under solvency and liquidity constraints

Jamie Coen, Caterina Lepore and Eric Schaanning

0792: Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity

Richard Harris, Veselin Karadotchev, Rhiannon Sowerbutts and Evarist Stoja

0791: Shocks and labour cost adjustment: evidence from a survey of European firms

Thomas Y Mathae, Stephen Millard, Tairi Rõõm, Ladislav Wintr and Robert Wyszyński

0790: Housing consumption and investment:evidence from shared equity mortgages

Matteo Benetton, Philippe Bracke, João F Cocco and Nicola Garbarino

0789: Time-varying cointegration and the UK great ratios

George Kapetanios, Stephen Millard, Katerina Petrova and Simon Price

0788: When creativity strikes: news shocks and business cycle fluctuations

Silvia Miranda-Agrippino, Sinem Hacioglu Hoke and Kristina Bluwstein

0787: International trade, non-trading firms and their impact on labour productivity

Stephen Millard, Anamaria Nicolae and Michael Nower

0786: Labor mobility in a monetary union

Daniela Hauser and Martin Seneca

0785: Monetary financing with interest-bearing money

Richard Harrison and Ryland Thomas

0784: Parametric inference with universal function approximators

Andreas Joseph

0783: The real effects of zombie lending in Europe

Belinda Tracey

0782: The impact of corporate QE on liquidity: evidence from the UK

Lena Boneva, David Elliott, Iryna Kaminska, Oliver Linton, Nick McLaren and Ben Morley

0781: Bundling and exporting: evidence from German SMEs

Tommaso Aquilante and Ferran Vendrell-Herrero

0780: Brexit and uncertainty: insights from the Decision Maker Panel

Nicholas Bloom, Philip Bunn, Scarlet Chen, Paul Mizen, Pawel Smietanka, Gregory Thwaites and Garry Young

0779: Currency mispricing and dealer balance sheets

Gino Cenedese, Pasquale Della Corte and Tianyu Wang

0778: To ask or not to ask: collateral vs screening in lending relationships

Hans Degryse, Artashes Karapetyan and Sudipto Karmakar

0777: The long-run information effect of central bank communication

Stephen Hansen, Michael McMahon and Matthew Tong

0776: Measuring financial cycle time

Andrew Filardo, Marco Lombardi and Marek Raczko

0775: Shareholder risk-taking incentives in the presence of contingent capital

Mahmoud Fatouh and Ayowande McMunn

0774: Interest rates, capital and bank risk-taking

Jonathan Acosta-Smith

0773: Mortgages, cash-flow shocks and local employment

Fergus Cumming

0772: The information in the joint term structures of bond yields

Andrew Meldrum, Marek Raczko and Peter Spencer

0771: Short-time work in the Great Recession: firm-level evidence from 20 EU countries

Reamonn Lydon, Thomas Mathä and Stephen Millard

0770: Macroprudential capital regulation in general equilibrium

Benjamin Nelson and Gabor Pinter

0769: Shock transmission and the interaction of financial and hiring frictions

Stephen Millard, Alexandra Varadi and Eran Yashiv

0768: Lending relationships and the collateral channel

Gareth Anderson, Saleem Bahaj, Matthieu Chavaz, Angus Foulis and Gabor Pinter

0767: Does lender type matter for the pricing of loans?

Aniruddha Rajan and Matthew Willison

0766: The leverage ratio, risk-taking and bank stability

Jonathan Acosta-Smith, Michael Grill and Jan Hannes Lang

0765: Macroprudential margins: a new countercyclical tool?

Cian O'Neill and Nicholas Vause

0764: Uncertain Kingdom: nowcasting GDP and its revisions

Nikoleta Anesti, Ana Galvão and Silvia Miranda-Agrippino

0763: Estimating nominal interest rate expectations: overnight indexed swaps and the term structure

Simon Lloyd

0762: Global banks and synthetic funding: the benefits of foreign relatives

Fernando Eguren-Martin, Matias Ossandon Busch and Dennis Reinhardt

0761: Banks are not intermediaries of loanable funds — facts, theory and evidence

Zoltán Jakab and Michael Kumhof

0760: Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets

Vladimir Lazarov and Marc Hinterschweiger

0759: The cross-sectional spillovers of single stock circuit breakers

James Brugler, Oliver Linton, Joseph Noss and Lucas Pedace

0758: Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?

Toni Ahnert, Kristin Forbes, Christian Friedrich and Dennis Reinhardt

0757: What drives UK defined benefit pension funds' investment behaviour?

Graeme Douglas and Matt Roberts-Sklar

0756: Bayesian vector autoregressions

Silvia Miranda-Agrippino and Giovanni Ricco

0755: Were banks special? Contrasting viewpoints in mid-nineteenth century Britain

Matthew Willison

0754: The stochastic lower bound

Riccardo M. Masolo and Pablo Winant

0753: Business investment, cash holding and uncertainty since the Great Financial Crisis

Pawel Smietanka, Nicholas Bloom and Paul Mizen

0752: Banks, money and the zero lower bound on deposit rates

Michael Kumhof and Xuan Wang

0751: OTC premia

Gino Cenedese, Angelo Ranaldo and Michalis Vasios

0750: Enhancing central bank communications with behavioural insights

David Bholat, Nida Broughton, Alice Parker, Janna Ter Meer and Eryk Walczak

0749: Multi-period loans, occasionally binding constraints and Monetary policy: a quantitative evaluation

Kristina Bluwstein, Michal Brzoza-Brzezina, Paolo Gelain and Marcin Kolasa

0748: Bank competition and stability in the United Kingdom

Sebastian de-Ramon, William Francis and Michael Straughan